Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.659 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 50674.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45128.71 Kr¶

PnL: ---------------------------------------> -448.88 Kr¶

DD now: ---------------------------------> -4.604 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:49:44.399091'

Anic Portfolio¶

Today¶

Return: -0.151 %¶

This Week¶

Return: -0.151 %¶

Total portfolio value¶

Return including deposits: 65.896 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
OX2 12 -2.760000 909.600000 3.000000 0.330000 906.600000
Sagax B 4 -1.820000 886.000000 2.800000 0.320000 883.200000
Hexatronic Group 15 1.800000 1069.800000 2.100000 0.200000 1067.700000
EQT 4 -1.490000 872.400000 1.600000 0.180000 870.800000
Addnode Group B 7 -2.420000 903.700000 0.700000 0.080000 903.000000
Byggmax Group 33 -1.480000 965.580000 0.660000 0.070000 964.920000
Atrium Ljungberg B 5 -0.720000 902.000000 0.500000 0.060000 901.500000
Latour B 4 -3.000000 854.400000 0.400000 0.050000 854.000000
Sandvik 4 -1.440000 846.000000 0.400000 0.050000 845.600000
INVISIO 15 -1.450000 3562.500000 0.000000 0.000000 3562.500000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Gränges 10 4.120000 1036.000000 0.000000 0.000000 1036.000000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
BHG Group 109 -5.380000 1419.180000 0.000000 0.000000 1419.180000
Vitec Software Group B 2 -2.220000 1101.000000 0.000000 0.000000 1101.000000
ASSA ABLOY B 4 -1.470000 990.800000 0.000000 0.000000 990.800000
Platzer Fastigheter Holding B 12 -1.370000 949.200000 0.000000 0.000000 949.200000
Hennes & Mauritz B 6 -1.130000 909.840000 -0.120000 -0.010000 909.960000
Biotage 1 -6.840000 147.000000 -0.500000 -0.340000 147.500000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
Hexagon B 26 -1.240000 3409.900000 -1.300000 -0.040000 3411.200000
SKF B 5 -1.510000 976.500000 -1.500000 -0.150000 978.000000
HEXPOL B 8 -1.160000 953.600000 -1.600000 -0.170000 955.200000
BioGaia B 8 -1.830000 900.800000 -1.600000 -0.180000 902.400000
Catena 2 -0.100000 801.200000 -2.400000 -0.300000 803.600000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Orrön Energy 170 -3.470000 2034.050000 -6.800000 -0.330000 2040.850000
Vitrolife 3 -1.930000 669.600000 -7.400000 -1.090000 677.000001
Investor B 3 -1.240000 646.650000 -11.350000 -1.720000 657.999999
VEF 788 -0.990000 1884.900000 -12.600000 -0.660000 1897.504000
Balco Group 39 -2.220000 1803.750000 -71.250000 -3.800000 1874.999997
Sedana Medical 93 -3.230000 2615.160000 -368.420000 -12.350000 2983.577733
TOTAL 45128.710000 -448.880000 -4.60373% 45577.591729

Updated:¶

'2023-06-19 10:50:02.153236'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶